Use Legal Alternatives: EDUCAUSE, an organization that serves the technology needs of higher education, keeps a very comprehensive list of legal download sites that can be viewed by clicking here. The MPAA also has a new search engine that lets you know where you can legally watch content: http://wheretowatch.com/

Get permission to share: Confirm that the distributor of a file you are interested in downloading has permission from the copyright holder to distribute it. Assume you don't have permission to download or distribute a file unless you have proof to the contrary.

Recognize the Difference: Services that provide music legally will not usually have confusing warnings telling you how to use their software legally. Legal sites should also have documentation available proving that their service doesn't violate copyright.